--- title: "Boost Math - Statistical Distributions" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Boost Math - Statistical Distributions} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` ```{r setup, include=FALSE} library(boostmath) ``` ## Statistics The [Statistical Distributions](https://www.boost.org/doc/libs/latest/libs/math/doc/html/dist.html) section of the Boost Math library cover a broad range of areas ### [Arcsine Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/arcine_dist.html) ```{r} # Arcsine distribution with default parameters dist <- arcsine_distribution() # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions arcsine_pdf(0.5) arcsine_lpdf(0.5) arcsine_cdf(0.5) arcsine_lcdf(0.5) arcsine_quantile(0.5) ``` ### [Bernoulli Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/bernoulli_dist.html) ```{r} # Bernoulli distribution with p_success = 0.5 dist <- bernoulli_distribution(0.5) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions bernoulli_pdf(1, 0.5) bernoulli_lpdf(1, 0.5) bernoulli_cdf(1, 0.5) bernoulli_lcdf(1, 0.5) bernoulli_quantile(0.5, 0.5) ``` ### [Beta Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/beta_dist.html) ```{r} # Beta distribution with shape parameters alpha = 2, beta = 5 dist <- beta_distribution(2, 5) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions beta_pdf(0.5, 2, 5) beta_lpdf(0.5, 2, 5) beta_cdf(0.5, 2, 5) beta_lcdf(0.5, 2, 5) beta_quantile(0.5, 2, 5) ``` ### [Binomial Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/binomial_dist.html) ```{r} # Binomial dist ribution with n = 10, prob = 0.5 dist <- binomial_distribution(10, 0.5) # Apply generic functions cdf(dist, 2) logcdf(dist, 2) pdf(dist, 2) logpdf(dist, 2) hazard(dist, 2) chf(dist, 2) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions binomial_pdf(3, 10, 0.5) binomial_lpdf(3, 10, 0.5) binomial_cdf(3, 10, 0.5) binomial_lcdf(3, 10, 0.5) binomial_quantile(0.5, 10, 0.5) ``` ### [Cauchy Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/cauchy_dist.html) ```{r} # Cauchy distribution with location = 0, scale = 1 dist <- cauchy_distribution(0, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) median(dist) mode(dist) range(dist) quantile(dist, 0.2) support(dist) # Convenience functions cauchy_pdf(0) cauchy_lpdf(0) cauchy_cdf(0) cauchy_lcdf(0) cauchy_quantile(0.5) ``` ### [Chi-Squared Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/chi_squared_dist.html) ```{r} # Chi-Squared distribution with 3 degrees of freedom dist <- chi_squared_distribution(3) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions chi_squared_pdf(2, 3) chi_squared_lpdf(2, 3) chi_squared_cdf(2, 3) chi_squared_lcdf(2, 3) chi_squared_quantile(0.5, 3) ``` ### [Exponential Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/exp_dist.html) ```{r} # Exponential distribution with rate parameter lambda = 2 dist <- exponential_distribution(2) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions exponential_pdf(1, 2) exponential_lpdf(1, 2) exponential_cdf(1, 2) exponential_lcdf(1, 2) exponential_quantile(0.5, 2) ``` ### [Extreme Value Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/extreme_dist.html) ```{r} # Extreme Value distribution with location = 0, scale = 1 dist <- extreme_value_distribution(0, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions extreme_value_pdf(0) extreme_value_lpdf(0) extreme_value_cdf(0) extreme_value_lcdf(0) extreme_value_quantile(0.5) ``` ### [F Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/f_dist.html) ```{r} # Fisher F distribution with df1 = 5, df2 = 10 dist <- fisher_f_distribution(5, 10) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions fisher_f_pdf(1, 5, 10) fisher_f_lpdf(1, 5, 10) fisher_f_cdf(1, 5, 10) fisher_f_lcdf(1, 5, 10) fisher_f_quantile(0.5, 5, 10) ``` ### [Gamma Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/gamma_dist.html) ```{r} # Gamma distribution with shape = 3, scale = 4 dist <- gamma_distribution(3, 4) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions gamma_pdf(2, 3, 4) gamma_lpdf(2, 3, 4) gamma_cdf(2, 3, 4) gamma_lcdf(2, 3, 4) gamma_quantile(0.5, 3, 4) ``` ### [Geometric Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/geometric_dist.html) ```{r} # Geometric distribution with probability of success prob = 0.5 dist <- geometric_distribution(0.5) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions geometric_pdf(3, 0.5) geometric_lpdf(3, 0.5) geometric_cdf(3, 0.5) geometric_lcdf(3, 0.5) geometric_quantile(0.5, 0.5) ``` ### [Holtsmark Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/holtsmark_dist.html) ```{r} # Holtsmark distribution with location 0 and scale 1 dist <- holtsmark_distribution(0, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) # Convenience functions holtsmark_pdf(3) holtsmark_lpdf(3) holtsmark_cdf(3) holtsmark_lcdf(3) holtsmark_quantile(0.5) ``` ### [Hyperexponential Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/hyperexponential_dist.html) ```{r} # Hyperexponential distribution with probabilities = c(0.5, 0.5) and rates = c(1, 2) dist <- hyperexponential_distribution(c(0.5, 0.5), c(1, 2)) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions hyperexponential_pdf(2, c(0.5, 0.5), c(1, 2)) hyperexponential_lpdf(2, c(0.5, 0.5), c(1, 2)) hyperexponential_cdf(2, c(0.5, 0.5), c(1, 2)) hyperexponential_lcdf(2, c(0.5, 0.5), c(1, 2)) hyperexponential_quantile(0.5, c(0.5, 0.5), c(1, 2)) ``` ### [Hypergeometric Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/hypergeometric_dist.html) ```{r} # Hypergeometric distribution with r = 5, n = 10, N = 20 dist <- hypergeometric_distribution(5, 10, 20) # Apply generic functions cdf(dist, 4) logcdf(dist, 4) pdf(dist, 4) logpdf(dist, 4) hazard(dist, 4) chf(dist, 4) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions hypergeometric_pdf(3, 5, 10, 20) hypergeometric_lpdf(3, 5, 10, 20) hypergeometric_cdf(3, 5, 10, 20) hypergeometric_lcdf(3, 5, 10, 20) hypergeometric_quantile(0.5, 5, 10, 20) ``` ### [Inverse Chi-Squared Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/inverse_chi_squared_dist.html) ```{r} # Inverse Chi-Squared distribution with 10 degrees of freedom, scale = 1 dist <- inverse_chi_squared_distribution(10, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions inverse_chi_squared_pdf(2, 10, 1) inverse_chi_squared_lpdf(2, 10, 1) inverse_chi_squared_cdf(2, 10, 1) inverse_chi_squared_lcdf(2, 10, 1) inverse_chi_squared_quantile(0.5, 10, 1) ``` ### [Inverse Gamma Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/inverse_gamma_dist.html) ```{r} # Inverse Gamma distribution with shape = 5, scale = 4 dist <- inverse_gamma_distribution(5, 4) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions inverse_gamma_pdf(2, 5, 4) inverse_gamma_lpdf(2, 5, 4) inverse_gamma_cdf(2, 5, 4) inverse_gamma_lcdf(2, 5, 4) inverse_gamma_quantile(0.5, 5, 4) ``` ### [Inverse Gaussian Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/inverse_gaussian_dist.html) ```{r} # Inverse Gaussian distribution with mu = 3, lambda = 4 dist <- inverse_gaussian_distribution(3, 4) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions inverse_gaussian_pdf(2, 3, 4) inverse_gaussian_lpdf(2, 3, 4) inverse_gaussian_cdf(2, 3, 4) inverse_gaussian_lcdf(2, 3, 4) inverse_gaussian_quantile(0.5, 3, 4) ``` ### [Kolmogorov-Smirnov Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/kolmogorov_smirnov_dist.html) ```{r} # Kolmogorov-Smirnov distribution with sample size n = 10 dist <- kolmogorov_smirnov_distribution(10) # Apply generic functions cdf(dist, 2) logcdf(dist, 2) pdf(dist, 2) logpdf(dist, 2) hazard(dist, 2) chf(dist, 2) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions kolmogorov_smirnov_pdf(0.5, 10) kolmogorov_smirnov_lpdf(0.5, 10) kolmogorov_smirnov_cdf(0.5, 10) kolmogorov_smirnov_lcdf(0.5, 10) kolmogorov_smirnov_quantile(0.5, 10) ``` ### [Landau Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/landau_dist.html) ```{r} # Landau distribution with location 0 and scale 1 dist <- landau_distribution(0, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) median(dist) mode(dist) range(dist) quantile(dist, 0.2) support(dist) # Convenience functions landau_pdf(3) landau_lpdf(3) landau_cdf(3) landau_lcdf(3) landau_quantile(0.5) ``` ### [Laplace Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/laplace_dist.html) ```{r} # Laplace distribution with location = 0, scale = 1 dist <- laplace_distribution(0, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions laplace_pdf(0) laplace_lpdf(0) laplace_cdf(0) laplace_lcdf(0) laplace_quantile(0.5) ``` ### [Logistic Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/logistic_dist.html) ```{r} # Logistic distribution with location = 0, scale = 1 dist <- logistic_distribution(0, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions logistic_pdf(0) logistic_lpdf(0) logistic_cdf(0) logistic_lcdf(0) logistic_quantile(0.5) ``` ### [Log Normal Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/lognormal_dist.html) ```{r} # Log Normal distribution with location = 0, scale = 1 dist <- lognormal_distribution(0, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions lognormal_pdf(0) lognormal_lpdf(0) lognormal_cdf(0) lognormal_lcdf(0) lognormal_quantile(0.5) ``` ### [Map-Airy Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/mapairy_dist.html) ```{r} # Map-Airy distribution with location 0 and scale 1 dist <- mapairy_distribution(0, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) # Convenience functions mapairy_pdf(3) mapairy_lpdf(3) mapairy_cdf(3) mapairy_lcdf(3) mapairy_quantile(0.5) ``` ### [Negative Binomial Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/negative_binomial_dist.html) ```{r} # Negative Binomial distribution with successes = 5, success_fraction = 0.5 dist <- negative_binomial_distribution(5, 0.5) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions negative_binomial_pdf(3, 5, 0.5) negative_binomial_lpdf(3, 5, 0.5) negative_binomial_cdf(3, 5, 0.5) negative_binomial_lcdf(3, 5, 0.5) negative_binomial_quantile(0.5, 5, 0.5) ``` ### [Noncentral Beta Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/nc_beta_dist.html) ```{r} # Noncentral Beta distribution with shape parameters alpha = 2, beta = 3 # and noncentrality parameter lambda = 1 dist <- non_central_beta_distribution(2, 3, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) # Convenience functions non_central_beta_pdf(0.5, 2, 3, 1) non_central_beta_lpdf(0.5, 2, 3, 1) non_central_beta_cdf(0.5, 2, 3, 1) non_central_beta_lcdf(0.5, 2, 3, 1) non_central_beta_quantile(0.5, 2, 3, 1) ``` ### [Noncentral Chi-Squared Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/nc_chi_squared_dist.html) ```{r} # Noncentral Chi-Squared distribution with 3 degrees of freedom and noncentrality # parameter 1 dist <- non_central_chi_squared_distribution(3, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions non_central_chi_squared_pdf(2, 3, 1) non_central_chi_squared_lpdf(2, 3, 1) non_central_chi_squared_cdf(2, 3, 1) non_central_chi_squared_lcdf(2, 3, 1) non_central_chi_squared_quantile(0.5, 3, 1) ``` ### [Noncentral F Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/nc_f_dist.html) ```{r} # Noncentral F distribution with df1 = 10, df2 = 10 and noncentrality # parameter 1 dist <- non_central_f_distribution(10, 10, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions non_central_f_pdf(1, 5, 2, 1) non_central_f_lpdf(1, 5, 2, 1) non_central_f_cdf(1, 5, 2, 1) non_central_f_lcdf(1, 5, 2, 1) non_central_f_quantile(0.5, 5, 2, 1) ``` ### [Noncentral T Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/nc_t_dist.html) ```{r} # Noncentral T distribution with 5 degrees of freedom and noncentrality parameter 1 dist <- non_central_t_distribution(5, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions non_central_t_pdf(0, 5, 1) non_central_t_lpdf(0, 5, 1) non_central_t_cdf(0, 5, 1) non_central_t_lcdf(0, 5, 1) non_central_t_quantile(0.5, 5, 1) ``` ### [Normal Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/normal_dist.html) ```{r} # Normal distribution with mean = 0, sd = 1 dist <- normal_distribution(0, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions normal_pdf(0) normal_lpdf(0) normal_cdf(0) normal_lcdf(0) normal_quantile(0.5) ``` ### [Pareto Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/pareto.html) ```{r} # Pareto distribution with scale = 10, shape = 5 dist <- pareto_distribution(10, 5) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions pareto_pdf(1) pareto_lpdf(1) pareto_cdf(1) pareto_lcdf(1) pareto_quantile(0.5) ``` ### [Poisson Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/poisson_dist.html) ```{r} # Poisson distribution with lambda = 1 dist <- poisson_distribution(1) # Apply generic functions cdf(dist, 5) logcdf(dist, 5) pdf(dist, 5) logpdf(dist, 5) hazard(dist, 5) chf(dist, 5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions poisson_pdf(0, 1) poisson_lpdf(0, 1) poisson_cdf(0, 1) poisson_lcdf(0, 1) poisson_quantile(0.5, 1) ``` ### [Rayleigh Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/rayleigh.html) ```{r} # Rayleigh distribution with sigma = 1 dist <- rayleigh_distribution(1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions rayleigh_pdf(1) rayleigh_lpdf(1) rayleigh_cdf(1) rayleigh_lcdf(1) rayleigh_quantile(0.5) ``` ### [SaS Point5 Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/saspoint5_dist.html) ```{r} # SaS Point5 distribution with location 0 and scale 1 dist <- saspoint5_distribution(0, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) median(dist) mode(dist) range(dist) quantile(dist, 0.2) support(dist) # Convenience functions saspoint5_pdf(3) saspoint5_lpdf(3) saspoint5_cdf(3) saspoint5_lcdf(3) saspoint5_quantile(0.5) ``` ### [Skew Normal Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/skew_normal_dist.html) ```{r} # Skew Normal distribution with location = 0, scale = 1, shape = 0 dist <- skew_normal_distribution(0, 1, 0) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions skew_normal_pdf(0) skew_normal_lpdf(0) skew_normal_cdf(0) skew_normal_lcdf(0) skew_normal_quantile(0.5) ``` ### [Student's T Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/students_t_dist.html) ```{r} # Student's t distribution with 5 degrees of freedom dist <- students_t_distribution(5) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions students_t_pdf(0, 5) students_t_lpdf(0, 5) students_t_cdf(0, 5) students_t_lcdf(0, 5) students_t_quantile(0.5, 5) ``` ### [Triangular Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/triangular_dist.html) ```{r} # Triangular distribution with lower = -1, mode = 0, upper = 1 dist <- triangular_distribution(-1, 0, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions triangular_pdf(1) triangular_lpdf(1) triangular_cdf(1) triangular_lcdf(1) triangular_quantile(0.5) ``` ### [Uniform Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/uniform_dist.html) ```{r} # Uniform distribution with lower = 0, upper = 1 dist <- uniform_distribution(0, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions uniform_pdf(0.5) uniform_lpdf(0.5) uniform_cdf(0.5) uniform_lcdf(0.5) uniform_quantile(0.5) ``` ### [Weibull Distribution](https://www.boost.org/doc/libs/latest/libs/math/doc/html/math_toolkit/dist_ref/dists/weibull_dist.html) ```{r} # Weibull distribution with shape = 1, scale = 1 dist <- weibull_distribution(1, 1) # Apply generic functions cdf(dist, 0.5) logcdf(dist, 0.5) pdf(dist, 0.5) logpdf(dist, 0.5) hazard(dist, 0.5) chf(dist, 0.5) mean(dist) median(dist) mode(dist) range(dist) quantile(dist, 0.2) standard_deviation(dist) support(dist) variance(dist) skewness(dist) kurtosis(dist) kurtosis_excess(dist) # Convenience functions weibull_pdf(1, shape = 1, scale = 1) weibull_lpdf(1, shape = 1, scale = 1) weibull_cdf(1, shape = 1, scale = 1) weibull_lcdf(1, shape = 1, scale = 1) weibull_quantile(0.5, shape = 1, scale = 1) ```